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Language: en
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Type: BOOK - Published: 2010 - Publisher:
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Language: en
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Type: BOOK - Published: 2008 - Publisher:
The volatility information content of stock options for individual firms is measured using option prices for 149 U.S. firms during the period from January 1996
Language: en
Pages: 88
Pages: 88
Type: BOOK - Published: 2012-08 - Publisher: LAP Lambert Academic Publishing
This book compares the efficacy of Black-Scholes implied volatility with model-free implied volatility in providing volatility forecasts in the framework of Can